Related papers: On $\mathbf{2\times2}$ determinants originating fr…

This paper obtains an asymptotic formula for the finite-time ruin probability of the compound nonhomogeneous Poisson risk model with a constant interest force, in which the claims are conditionally independent random variables with a common…

We investigate parameter estimation in subcritical continuous-time birth-and-death processes with multiple births. We show that the classical maximum likelihood estimators for the model parameters, based on the continuous observation of a…

We attempt to construct the exact univariate probability distributions for 2 x 2 quantum systems that yield the (balanced) univariate Hilbert-Schmidt determinantal moments <(|rho| |rho^{PT}|)^n>, obtained by Slater and Dunkl (J. Phys. A,…

Let $S_n^{(2)}$ denote the iterated partial sums. That is, $S_n^{(2)}=S_1+S_2+ ... +S_n$, where $S_i=X_1+X_2+ ... s+X_i$. Assuming $X_1, X_2,....,X_n$ are integrable, zero-mean, i.i.d. random variables, we show that the persistence…

We investigate determinantal point processes on $[0,+\infty)$ of the form \begin{equation*}\label{probability distribution} \frac{1}{Z_n}\prod_{1\leq i<j\leq n}(\lambda_j-\lambda_i)\prod_{1\leq i<j\leq n}(\lambda_j^\theta-\lambda_i^\theta)…

Number theorists have studied extensively the connections between the distribution of zeros of the Riemann $\zeta$-function, and of some generalizations, with the statistics of the eigenvalues of large random matrices. It is interesting to…

For $\mathrm{H} \in C^2(\mathbb{R}^{N \times n})$ and $u : \Omega \subseteq \mathbb{R}^n \to \mathbb{R}^N$, consider the system \[ \label{1}\mathrm{A}\_\infty u\, :=\,\Big(\mathrm{H}\_P \otimes \mathrm{H}\_P + \mathrm{H}[\mathrm{H}\_P]^\bot…

In this paper, we develop an exact reformulation and a deterministic approximation for distributionally robust joint chance-constrained programmings (DRCCPs) with a general class of convex uncertain constraints under data-driven Wasserstein…

Financial institutions and insurance companies that analyze the evolution and sources of profits and losses often look at risk factors only at discrete reporting dates, ignoring the detailed paths. Continuous-time decompositions avoid this…

Let ${\mathcal D}(n)$ be the maximal determinant for $n \times n$ $\{\pm 1\}$-matrices, and $\mathcal R(n) = {\mathcal D}(n)/n^{n/2}$ be the ratio of ${\mathcal D}(n)$ to the Hadamard upper bound. Using the probabilistic method, we prove…

This paper studies the Hankel determinants generated by a discontinuous Gaussian weight with one and two jumps. It is an extension of Chen and Pruessner \cite{Chen2005}, in which they studied the discontinuous Gaussian weight with a single…

The study of convolution powers of a finitely supported probability distribution $\phi$ on the $d$-dimensional square lattice is central to random walk theory. For instance, the $n$th convolution power $\phi^{(n)}$ is the distribution of…

We consider the inhomogeneous Landau equation with $\gamma \in (\sqrt{3},2]$ and construct smooth, strictly positive initial data that develop a finite time singularity. The $C^{\alpha}$-norm of the distribution function blows up for every…

This paper provides tight bounds on the R\'enyi entropy of a function of a discrete random variable with a finite number of possible values, where the considered function is not one-to-one. To that end, a tight lower bound on the R\'enyi…

We consider the terminal value problem (or called final value problem, initial inverse problem, backward in time problem) of determining the initial value, in a general class of time-fractional wave equations with Caputo derivative, from a…

In this paper, we study the Hankel determinant generated by a singularly perturbed Gaussian weight $$ w(x,t)=\mathrm{e}^{-x^{2}-\frac{t}{x^{2}}},\;\;x\in(-\infty, \infty),\;\;t>0. $$ By using the ladder operator approach associated with the…

We survey known solutions to the infinite extendibility problem for (necessarily exchangeable) probability laws on $\mathbb{R}^d$, which is: Can a given random vector $\vec{X} = (X_1,\ldots,X_d)$ be represented in distribution as the first…

Let $\xi$ be a non-constant real-valued random variable with finite support, and let $M_{n}(\xi)$ denote an $n\times n$ random matrix with entries that are independent copies of $\xi$. For $\xi$ which is not uniform on its support, we show…

In this paper we calculate, in the large N limit, the eigenvalue density of an infinite product of random unitary matrices, each of them generated by a random hermitian matrix. This is equivalent to solving unitary diffusion generated by a…

Let $O(2n+\ell)$ be the group of orthogonal matrices of size $\left(2n+\ell\right)\times \left(2n+\ell\right)$ equipped with the probability distribution given by normalized Haar measure. We study the probability \begin{equation*}…